+77.4%
O vs IR
+336.9%
-259.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +3.5% | +1.5% | +2.0% | +3.1% |
| 30D | +10.4% | +9.0% | +1.4% | +7.9% |
| 3M | -2.4% | -0.9% | -1.6% | -2.5% |
| 6M | -1.2% | +13.4% | -14.6% | -4.9% |
| YTD | +10.4% | +8.5% | +1.9% | +6.7% |
| 1Y | +11.4% | +11.3% | +0.2% | +6.9% |
| 3Y | +40.4% | +26.0% | +14.4% | +25.7% |
| 5Y | +12.1% | +47.9% | -35.7% | -6.2% |
| All | +77.4% | +336.9% | -259.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling